checkStopPhases and calculateStopLoss re implemented
This commit is contained in:
Luis Fernando Molina committed
1 parent
dbaf0b3e7d
commit
da03150d14
1 file changed
+72
-29
+72
-29
@@ -81,7 +81,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
/* Strategy and Phases */
|
||||
|
||||
let currentStrategyNumber = 0;
|
||||
let currentStrategyIndex = 0;
|
||||
let strategyStage = 'No Stage';
|
||||
|
||||
/* Stop Loss Management */
|
||||
@@ -322,7 +322,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
if (
|
||||
strategyStage === 'No Stage' &&
|
||||
currentStrategyNumber === 0 &&
|
||||
currentStrategyIndex === 0 &&
|
||||
balanceAssetA > minimunBalanceA
|
||||
) {
|
||||
|
||||
@@ -371,7 +371,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
if (passed) {
|
||||
|
||||
strategyStage = 'Trigger Stage';
|
||||
currentStrategyNumber = j + 1;
|
||||
currentStrategyIndex = j;
|
||||
currentStrategy.begin = candle.begin;
|
||||
currentStrategy.beginRate = candle.min;
|
||||
currentStrategy.endRate = candle.min; // In case the strategy does not get exited
|
||||
@@ -392,7 +392,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
function checkTriggerOff() {
|
||||
|
||||
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
|
||||
let strategy = tradingSystem.strategies[currentStrategyIndex];
|
||||
|
||||
let triggerStage = strategy.triggerStage
|
||||
|
||||
@@ -417,12 +417,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
if (passed) {
|
||||
|
||||
currentStrategy.number = currentStrategyNumber - 1
|
||||
currentStrategy.number = currentStrategyIndex
|
||||
currentStrategy.end = candle.end;
|
||||
currentStrategy.endRate = candle.min;
|
||||
currentStrategy.status = 1;
|
||||
strategyStage = 'No Stage';
|
||||
currentStrategyNumber = 0;
|
||||
currentStrategyIndex = 0;
|
||||
|
||||
return;
|
||||
}
|
||||
@@ -440,7 +440,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
function checkTakePosition() {
|
||||
|
||||
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
|
||||
let strategy = tradingSystem.strategies[currentStrategyIndex];
|
||||
|
||||
let triggerStage = strategy.triggerStage
|
||||
|
||||
@@ -512,7 +512,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
currentTrade.exitType = 1;
|
||||
currentTrade.endRate = stopLoss;
|
||||
|
||||
currentStrategy.number = currentStrategyNumber - 1
|
||||
currentStrategy.number = currentStrategyIndex
|
||||
currentStrategy.end = candle.end;
|
||||
currentStrategy.endRate = candle.min;
|
||||
currentStrategy.status = 1;
|
||||
@@ -541,7 +541,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
currentTrade.exitType = 2;
|
||||
currentTrade.endRate = takeProfit;
|
||||
|
||||
currentStrategy.number = currentStrategyNumber - 1
|
||||
currentStrategy.number = currentStrategyIndex
|
||||
currentStrategy.end = candle.end;
|
||||
currentStrategy.endRate = candle.min;
|
||||
currentStrategy.status = 1;
|
||||
@@ -562,8 +562,36 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
function checkStopPhases() {
|
||||
|
||||
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
|
||||
let phase = strategy.stopLoss.phases[stopLossPhase - 1];
|
||||
let strategy = tradingSystem.strategies[currentStrategyIndex];
|
||||
|
||||
let openStage = strategy.openStage
|
||||
let manageStage = strategy.manageStage
|
||||
let parentNode
|
||||
let j = currentStrategyIndex
|
||||
let stageKey
|
||||
let initialDefinitionKey = ''
|
||||
let p
|
||||
|
||||
if (strategyStage === 'Open Stage' && openStage !== undefined) {
|
||||
if (openStage.initialDefinition !== undefined) {
|
||||
if (openStage.initialDefinition.stopLoss !== undefined) {
|
||||
parentNode = openStage.initialDefinition
|
||||
initialDefinitionKey = '-' + 'initialDefinition'
|
||||
stageKey = 'openStage'
|
||||
p = stopLossPhase - 1
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (strategyStage === 'Manage Stage' && manageStage !== undefined) {
|
||||
if (manageStage.stopLoss !== undefined) {
|
||||
parentNode = manageStage
|
||||
stageKey = 'manageStage'
|
||||
p = stopLossPhase - 2
|
||||
}
|
||||
}
|
||||
|
||||
let phase = parentNode.stopLoss.phases[p];
|
||||
|
||||
for (let k = 0; k < phase.situations.length; k++) {
|
||||
|
||||
@@ -573,7 +601,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
for (let m = 0; m < situation.conditions.length; m++) {
|
||||
|
||||
let condition = situation.conditions[m];
|
||||
let key = strategy.name + '-' + phase.name + '-' + situation.name + '-' + condition.name
|
||||
let key = j + '-' + stageKey + initialDefinitionKey + '-' + 'stopLoss' + '-' + p + '-' + k + '-' + m;
|
||||
|
||||
let value = conditions.get(key).value;
|
||||
|
||||
@@ -591,21 +619,36 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
function calculateStopLoss() {
|
||||
|
||||
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
|
||||
let phase = strategy.stopLoss.phases[stopLossPhase - 1];
|
||||
let strategy = tradingSystem.strategies[currentStrategyIndex];
|
||||
let openStage = strategy.openStage
|
||||
let manageStage = strategy.manageStage
|
||||
let phase
|
||||
|
||||
try {
|
||||
stopLoss = eval(phase.code); // Here is where we apply the formula given for the stop loss for this phase.
|
||||
} catch (err) {
|
||||
/*
|
||||
If the code produces an exception, we are covered.
|
||||
*/
|
||||
}
|
||||
if (isNaN(stopLoss)) { stopLoss = 0; }
|
||||
if (stopLoss < MIN_STOP_LOSS_VALUE) {
|
||||
stopLoss = MIN_STOP_LOSS_VALUE
|
||||
if (strategyStage === 'Open Stage' && openStage !== undefined) {
|
||||
if (openStage.initialDefinition !== undefined) {
|
||||
if (openStage.initialDefinition.stopLoss !== undefined) {
|
||||
phase = openStage.initialDefinition.stopLoss.phases[stopLossPhase - 1];
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (strategyStage === 'Manage Stage' && manageStage !== undefined) {
|
||||
if (manageStage.stopLoss !== undefined) {
|
||||
phase = manageStage.stopLoss.phases[stopLossPhase - 2];
|
||||
}
|
||||
}
|
||||
|
||||
if (phase.formula !== undefined) {
|
||||
try {
|
||||
stopLoss = eval(phase.formula.code); // Here is where we apply the formula given for the stop loss.
|
||||
} catch (err) {
|
||||
phase.formula.error = err.message
|
||||
}
|
||||
if (isNaN(stopLoss)) { stopLoss = 0; }
|
||||
if (stopLoss < MIN_STOP_LOSS_VALUE) {
|
||||
stopLoss = MIN_STOP_LOSS_VALUE
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/* Take Profit Management */
|
||||
@@ -622,7 +665,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
function checkTakeProfitPhases() {
|
||||
|
||||
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
|
||||
let strategy = tradingSystem.strategies[currentStrategyIndex];
|
||||
let phase = strategy.takeProfit.phases[takeProfitPhase - 1];
|
||||
|
||||
for (let k = 0; k < phase.situations.length; k++) {
|
||||
@@ -651,7 +694,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
function calculateTakeProfit() {
|
||||
|
||||
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
|
||||
let strategy = tradingSystem.strategies[currentStrategyIndex];
|
||||
let phase = strategy.takeProfit.phases[takeProfitPhase - 1];
|
||||
|
||||
try {
|
||||
@@ -770,7 +813,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
addRecord();
|
||||
|
||||
currentStrategyNumber = 0;
|
||||
currentStrategyIndex = 0;
|
||||
stopLoss = 0;
|
||||
positionRate = 0;
|
||||
positionSize = 0;
|
||||
@@ -879,7 +922,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
anualizedRateOfReturn: anualizedRateOfReturn,
|
||||
positionRate: positionRate,
|
||||
lastProfitPercent: lastProfitPercent,
|
||||
strategy: currentStrategyNumber,
|
||||
strategy: currentStrategyIndex,
|
||||
strategyStage: strategyStage,
|
||||
takeProfit: takeProfit,
|
||||
stopLossPhase: stopLossPhase,
|
||||
@@ -896,7 +939,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
/* Prepare the information for the Conditions File */
|
||||
|
||||
conditionsArrayRecord.push(currentStrategyNumber);
|
||||
conditionsArrayRecord.push(currentStrategyIndex);
|
||||
conditionsArrayRecord.push(strategyStage);
|
||||
conditionsArrayRecord.push(stopLossPhase);
|
||||
conditionsArrayRecord.push(takeProfitPhase);
|
||||
|
||||
Reference in new issue
Block a user